I found out that the type of blue cheese that you use can affect the texture also. I had a batch that was super crumbly when I used a softer creamier blue cheese.
They are crumbly, but I wonder if maybe your butter got too warm, or if your flour measurements were off a bit on the low side? I know she said for the butter to be room temperature, but I would try chilling it and possibly add a bit more flour. You could also try refrigerating them before baking them--that should help them hold together better. It's sad because they're really wonderful--I hope this helps. (And maybe TheRunawaySpoon will see this and weigh in).
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http://www.davidlebovitz.com/2006/12/why-do-cookies-spread/